^SIXY vs. CMG

Last updated Jun 24, 2026

^SIXY (Consumer Discretionary Select Sector Index) is an index, while CMG (Chipotle Mexican Grill, Inc.) is a stock.

Performance

^SIXY vs. CMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Discretionary Select Sector Index (^SIXY) and Chipotle Mexican Grill, Inc. (CMG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXY

• 1D: -0.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CMG

• 1D: 1.34%
• 1M: -5.90%
• YTD: -16.35%
• 6M: -18.10%
• 1Y: -42.45%
• 3Y*: -8.85%
• 5Y*: 0.77%
• 10Y*: 14.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXY vs. CMG - Yearly Performance Comparison

	2026 (YTD)
^SIXY Consumer Discretionary Select Sector Index	-0.06%
CMG Chipotle Mexican Grill, Inc.	1.34%

Return for Risk

^SIXY vs. CMG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CMG

CMG Risk / Return Rank: 8
CMG Sharpe Ratio Rank: 4
CMG Sortino Ratio Rank: 6
CMG Omega Ratio Rank: 6
CMG Calmar Ratio Rank: 10
CMG Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SIXY vs. CMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) and Chipotle Mexican Grill, Inc. (CMG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SIXY	CMG	Difference
Sharpe ratio: Return per unit of total volatility	—	-1.10	—
Sortino ratio: Return per unit of downside risk	—	-1.49	—
Omega ratio: Gain probability vs. loss probability	—	0.80	—
Calmar ratio: Return relative to maximum drawdown	—	-0.82	—
Martin ratio: Return relative to average drawdown	—	-1.18	—

Drawdowns

^SIXY vs. CMG - Drawdown Comparison

The maximum ^SIXY drawdown since its inception was -0.06%, smaller than the maximum CMG drawdown of -74.61%. Use the drawdown chart below to compare losses from any high point for ^SIXY and CMG.

Drawdown Indicators

	^SIXY	CMG	Difference
Max Drawdown Largest peak-to-trough decline	-0.06%	-74.61%	+74.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-51.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-58.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-58.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-58.89%	—
Current Drawdown Current decline from peak	-0.06%	-54.85%	+54.79%
Average Drawdown Average peak-to-trough decline	-0.06%	-21.41%	+21.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	36.08%	—

Volatility

Volatility by Period

	^SIXY	CMG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	38.80%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	33.74%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	35.68%	—